1. Point EntitiesThings like light and info_player_start are point entities. They contain no blocks. You create these with the light bulb tool.

2. Block EntitiesThings like func_ladder and func_door are block entities. They DO contain blocks. You create these by building blocks, selecting them and pressing Ctrl+T (Tie to entity). This groups the blocks into an entity.

A func_group is basically the Quake version of HL's func_wall. I think. If you select it and press Ctrl+W (Move to world) it will release the blocks from the entity (func_group) and they will become ungrouped, normal blocks.